Title of article :
Multivariate modelling of long memory processes with common components
Author/Authors :
Claudio Morana، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Factor model , Long memory , Permanent–transitory decomposition , principal components analysis
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
